EOSE

Eos Energy Enterprises, Inc. Class A Common Stock Options

Search EOSE call options and put options with real-time pricing, Greeks, and implied volatility data.

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$15.01 Market Closed
$-1.18 (-7.29%)
Prev Close
$16.19
Open
$16.22
Day Range
$14.94 - $16.27
Volume
24,788,478
Last updated: Jan 27, 2026 03:59 PM EST

About EOSE Options

Eos Energy Enterprises, Inc. Class A Common Stock (EOSE) options give traders the right to buy or sell EOSE stock at a predetermined price before a specific expiration date. Options are powerful financial instruments used for speculation, hedging, and income generation.

Call Options

EOSE call options give you the right to buy shares at the strike price. Profit when Eos Energy Enterprises, Inc. Class A Common Stock stock rises.

Put Options

EOSE put options give you the right to sell shares at the strike price. Profit when Eos Energy Enterprises, Inc. Class A Common Stock stock falls.

What Data You'll Find

Our free EOSE options search tool provides:

  • Strike Prices — Various price levels for calls and puts
  • Expiration Dates — Filter by 7, 30, 60, or 90 days out
  • Premium (Price) — Current option contract prices
  • Volume & Open Interest — Liquidity and market activity
  • Implied Volatility (IV) — Market's expected price movement
  • Greeks — Delta, Gamma, Theta, Vega sensitivity measures
  • Intrinsic & Extrinsic Value — Value breakdown
Pro Tip: Look for EOSE options with high volume and open interest for better liquidity and tighter bid-ask spreads.

Understanding EOSE Options Greeks

When trading Eos Energy Enterprises, Inc. Class A Common Stock options, the Greeks help you understand how the option price will change:

Delta (Δ)

How much the EOSE option price moves when the stock moves $1. A delta of 0.50 means the option gains $0.50 for every $1 stock increase.

Theta (Θ)

Daily time decay of the option. EOSE options lose value each day as expiration approaches, even if the stock price stays flat.

Gamma (Γ)

Rate of Delta change. Higher gamma means Delta moves faster, making near-ATM EOSE options more responsive to price changes.

Vega (ν)

Volatility sensitivity. When Eos Energy Enterprises, Inc. Class A Common Stock's implied volatility rises, high-vega options become more valuable.

Learn more:

EOSE Options FAQ

To buy EOSE (Eos Energy Enterprises, Inc. Class A Common Stock) options, you need a brokerage account with options trading enabled (like TD Ameritrade, E*TRADE, or Robinhood). Search for EOSE options, select your desired strike price and expiration, choose call or put, and place your order. Always understand the risks and consider starting with paper trading.

The optimal expiration depends on your strategy. 30-45 day expirations offer a good balance of time value and theta decay for most traders. Shorter expirations (7-14 days) have higher gamma but faster time decay. Longer expirations (60-90+ days) cost more but give the trade more time to work.

Use our options search tool to see current EOSE implied volatility levels. Compare the IV to historical averages to determine if options are relatively expensive (high IV) or cheap (low IV). High IV often occurs before earnings or major events.

ITM (In The Money) EOSE options have intrinsic value — calls where strike < stock price, puts where strike > stock price. They're more expensive but have higher delta. OTM (Out of The Money) options are cheaper but have lower probability of profit. ATM (At The Money) options have strike ≈ stock price and highest gamma.